摘要: This mini-course provides an introduction to the structural econometric analysis of durations and more general dynamic discrete outcomes. We explore approaches based on (A) discrete-time models, (B) continuous-time models in which agents take decisions at random (Poisson) times, (C) driven by Brownian motion its extensions. Throughout, we highlight extent model primitives are uniquely determined data (identifiability), study computational empirical methods. Because time constraints, focus decision problems only briefly reflect related recent developments econometrics games. Theory methods illustrated with (potential) applications. These may include evaluation labor market policies job search models; asymmetric information insurance markets; firm growth, learning, survival; marriage matching.
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